Exceptions in stored procedure

Hello,
Consider a situation where a java class is executing a PL/SQL stored procedure. What happens if an error occurs in a stored procedure. Its obvious that the error is converted into SQLException in Java, and this is taken care of JDBC drivers.
Is there a case where any kind of exception is not converted into SQLException or is ignored by the JDBC driver? and..
Is it a good practice to handle Exceptions both in PL/SQL stored procedures and in Java?
or
Is it enough to handle just in Java?
Thanks
-Rao

Thanks damorgan,
I understand how exceptions work, but my question is specifially about how exception has to be defined when there are 2 "begins" in the procedure and the exception is caught in the internal begin. to elaborate of What I am tring to say, consider this
procedure finderror is
BEGIN
no_emp_found EXCEPTION;
begin
(SOME SELECT STATEMENT)
WHEN NO_DATA_FOUND THEN
RAISE no_emp_found
end;
EXCEPTION
WHEN no_emp_found
dbms.putline ('CAUGHT IT')
end finderror;
will the above code work, I mean conceptually (ignore the syntax). Or do I have to define the following part inside the internal (begin...end)
EXCEPTION
WHEN no_emp_found
dbms.putline ('CAUGHT IT')
Thanks

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    >
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